Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 441'361 CHF | 177'544 CHF | 99.38% | 99.38% |
19.11.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 448'339 CHF | 180'336 CHF | 99.38% | 99.38% |
18.11.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 440'545 CHF | 177'218 CHF | 99.38% | 99.38% |
15.11.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 428'690 CHF | 172'476 CHF | 99.37% | 99.37% |
14.11.2024 | 0.57% | 1.71 CHF | 1.72 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 435'247 CHF | 175'099 CHF | 99.38% | 99.38% |
13.11.2024 | 0.56% | 1.81 CHF | 1.82 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 448'896 CHF | 180'559 CHF | 99.38% | 99.38% |
12.11.2024 | 0.58% | 1.76 CHF | 1.77 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 426'973 CHF | 171'789 CHF | 99.11% | 99.11% |
11.11.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 427'818 CHF | 172'127 CHF | 99.38% | 99.38% |
08.11.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 443'751 CHF | 178'500 CHF | 99.38% | 99.38% |
07.11.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 437'410 CHF | 175'964 CHF | 98.69% | 98.69% |